UC WAR. CALL 06/24 ALV/ DE000HC1S646 /
| 2024-05-02 1:10:25 PM | Chg.- | Bid1:24:23 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8200EUR | - | 2.8100 Bid Size: 35,000 |
- Ask Size: - |
ALLIANZ SE NA O.N. | 240.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC1S64 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-11-14 |
| Last trading day: | 2024-05-02 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.62 |
|---|---|
| Intrinsic value: | 2.57 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.15 |
| Parity: | 2.57 |
| Time value: | 0.27 |
| Break-even: | 268.40 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 0.21 |
| Spread abs.: | -0.02 |
| Spread %: | -0.70% |
| Delta: | 0.85 |
| Theta: | -0.19 |
| Omega: | 7.97 |
| Rho: | 0.10 |
Quote data
| Open: | 2.7700 |
|---|---|
| High: | 2.8300 |
| Low: | 2.7500 |
| Previous Close: | 2.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +4.44% | ||
| 3 Months | +76.25% | ||
| YTD | +105.84% | ||
| 1 Year | +377.97% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.8200 | 2.8200 |
| 6M High / 6M Low: | 3.9300 | 0.9700 |
| High (YTD): | 2024-03-27 | 3.9300 |
| Low (YTD): | 2024-01-11 | 1.1600 |
| 52W High: | 2024-03-27 | 3.9300 |
| 52W Low: | 2023-07-07 | 0.4300 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.8200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9455 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2926 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 150.89% | |
| Volatility 1Y: | 147.53% | |
| Volatility 3Y: | - |
